+235.9%
ET vs RY
+140.8%
+95.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +0.9% | +3.1% | -2.2% | -0.7% |
| 30D | +7.5% | -0.3% | +7.8% | +7.5% |
| 3M | +11.4% | +8.7% | +2.8% | +6.1% |
| 6M | +18.5% | +28.5% | -10.0% | +2.5% |
| YTD | +37.4% | +25.1% | +12.3% | +20.4% |
| 1Y | +30.9% | +46.3% | -15.4% | +4.1% |
| 3Y | +98.7% | +154.9% | -56.2% | +8.2% |
| All | +235.9% | +140.8% | +95.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling